+90.1%
OKTA vs AWK
+1.8%
+88.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | +2.6% | +1.7% | +0.9% | +3.1% |
| 30D | +16.0% | +5.6% | +10.5% | +17.9% |
| 3M | +38.2% | +15.9% | +22.3% | +44.7% |
| 6M | +137.8% | +4.6% | +133.2% | +142.2% |
| YTD | +97.3% | +10.1% | +87.2% | +105.1% |
| 1Y | +90.1% | +2.1% | +88.0% | +94.2% |
| All | +90.1% | +1.8% | +88.3% | +94.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded AWK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling